Report NEP-CBA-2011-10-15

This is the archive for NEP-CBA, a report on new working papers in the area of Central Banking. Sergey Pekarski issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CBA

The following items were announced in this report:

• Nobel Prize Committee, 2011, "Thomas J. Sargent and Christopher A Sims: The art of distinguishing between cause and effect in the macroeconomy," Nobel Prize in Economics documents, Nobel Prize Committee, number 2011-1, Oct.
• Nobel Prize Committee, 2011, "Thomas J. Sargent and Christopher A. Sims: Empirical Macroeconomics," Nobel Prize in Economics documents, Nobel Prize Committee, number 2011-2, Oct.
• Item repec:pri:cepsud:1334 is not listed on IDEAS anymore

• Tobias Adrian & Markus K. Brunnermeier, 2011, "CoVaR," NBER Working Papers, National Bureau of Economic Research, Inc, number 17454, Oct.
• Charles Engel, 2011, "The Real Exchange Rate, Real Interest Rates, and the Risk Premium," Working Papers, Hong Kong Institute for Monetary Research, number 272011, Sep.
• Reuven Glick & Michael M. Hutchison, 2011, "Currency crises," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-22.
• Michael D. Bordo & Harold James, 2011, "Reserves and Baskets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17492, Oct.
• Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2011, "Free-riding on liquidity," ECON - Working Papers, Department of Economics - University of Zurich, number 032, Sep.
• Martina Cecioni & Giuseppe Ferrero & Alessandro Secchi, 2011, "Unconventional Monetary Policy in Theory and in Practice," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 102, Sep.
• Fabio C. Bagliano & Claudio Morana, 2011, "Macro-finance interactions in the US: A global perspective," Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino, number 23, Oct.
• Mahir Binici & Yin-Wong Cheung, 2011, "Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1116.
• Paulo Júlio & Pedro M. Esperança & João C. Fonseca, 2011, "Evaluating the forecast quality of GDP components," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0041 Classification-C52, , Oct, revised Oct 2011.
• Pesaran, M. H. & Xu, T., 2011, "Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1159, Oct.
• Item repec:imf:imfwpa:11/222 is not listed on IDEAS anymore

• Jung, Alexander, 2011, "An international comparison of voting by committees," Working Paper Series, European Central Bank, number 1383, Oct.
• Kentaro Iwatsubo & Ian W. Marsh, 2011, "Order Flows, Fundamentals and Exchange Rates," Discussion Papers, Graduate School of Economics, Kobe University, number 1120, Sep.
• Schmukler, Sergio & Broner, Fernando & Erce, Aitor & Didier, Tatiana, 2011, "Gross Capital Flows: Dynamics and Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8591, Oct.
• Guntram B. Wolff, 2011, "Rules and risk in the euro area," Bruegel Working Papers, Bruegel, number 615, Oct.
• Item repec:imf:imfwpa:11/219 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:11/216 is not listed on IDEAS anymore

• Florin O. Bilbiie & Ippei Fujiwara & Fabio Ghironi, 2011, "Optimal Monetary Policy with Endogenous Entry and Product Variety," NBER Working Papers, National Bureau of Economic Research, Inc, number 17489, Oct.
• Francis X. Diebold & Kamil Yilmaz, 2011, "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 17490, Oct.
• Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2011, "Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1005, Oct.
• Item repec:imf:imfwpa:11/227 is not listed on IDEAS anymore

• Christian Kascha & Carsten Trenkler, 2011, "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers, Department of Economics - University of Zurich, number 033, Oct.
• Jason Allen & Teodora Paligorova, 2011, "Bank Loans for Private and Public Firms in a Credit Crunch," Staff Working Papers, Bank of Canada, number 11-13, DOI: 10.34989/swp-2011-13.
• Huw Dixon & Engin Kara, 2011, "Taking Multi-Sector Dynamic General Equilibrium Models to the Data," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1125, Oct.
• Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2011, "How to Solve Dynamic Stochastic Models Computing Expectations Just Once," NBER Working Papers, National Bureau of Economic Research, Inc, number 17418, Sep.
• Mohr, Matthias & Maurin, Laurent & Guérin, Pierre, 2011, "Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination," Working Paper Series, European Central Bank, number 1384, Oct.
• Neary, Peter & Feenstra, Robert & Ma, Hong & Rao, DS Prasada, 2011, "Who Shrunk China? Puzzles in the Measurement of Real GDP," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8592, Oct.
• Lars Lefgren & Brennan Platt & Joseph Price, 2011, "Sticking with What (Barely) Worked," NBER Working Papers, National Bureau of Economic Research, Inc, number 17477, Oct.
• Item repec:bot:quadip:112 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:20110141 is not listed on IDEAS anymore

• Toni Gravelle & Fuchun Li, 2011, "Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach," Staff Working Papers, Bank of Canada, number 11-19, DOI: 10.34989/swp-2011-19.
• Item repec:imf:imfwpa:11/225 is not listed on IDEAS anymore

• Francis X. Diebold & Kamil Yilmaz, 2011, "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1124, Oct.
• Robert Amano & Jim Engle-Warnick & Malik Shukayev, 2011, "Price-Level Targeting and Inflation Expectations: Experimental Evidence," Staff Working Papers, Bank of Canada, number 11-18, DOI: 10.34989/swp-2011-18.
• Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2011, "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2011-18, Sep.
• Coles, Melvyn G & Kelishomi, Ali Moghaddasi, 2011, "New Business Start-ups and the Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8588, Oct.
• Antonio Minniti & Francesco Turino, 2011, "Multi-product firms and business cycle dynamics," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-20, Sep.
• Andrew Atkeson & Ariel T. Burstein, 2011, "Aggregate Implications of Innovation Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 17493, Oct.
• Item repec:imf:imfwpa:11/215 is not listed on IDEAS anymore

• Dong Jin Lee & Jong Chil Son, 2011, "Nonlinearity and Structural Breaks in Monetary Policy Rules with Stock Prices," Working papers, University of Connecticut, Department of Economics, number 2011-19, Oct.
• Kang Shi, 2011, "Sectoral Labor Adjustment and Monetary Policy in a Small Open Economy," Working Papers, Hong Kong Institute for Monetary Research, number 302011, Sep.
• Maria Christidou & Panagiotis Konstantinou, 2011, "Housing Market and the Transmission of Monetary Policy: Evidence from U.S. States," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_14, Sep, revised Sep 2011.
• Lukasz Hardt, 2011, "Conceptualizing interdependences between regulatory and monetary policies. Some preliminary considerations," NBP Working Papers, Narodowy Bank Polski, number 96.
• Ron Alquist & Lutz Kilian & Robert Vigfusson, 2011, "Forecasting the Price of Oil," Staff Working Papers, Bank of Canada, number 11-15, DOI: 10.34989/swp-2011-15.
• Christiane Baumeister & Lutz Kilian, 2011, "Real-Time Forecasts of the Real Price of Oil," Staff Working Papers, Bank of Canada, number 11-16, DOI: 10.34989/swp-2011-16.
• Item repec:imf:imfwpa:11/229 is not listed on IDEAS anymore

• William R. Cline, 2011, "Sustainability of Greek Public Debt," Policy Briefs, Peterson Institute for International Economics, number PB11-15, Oct.
• Jason Allen & Ali Hortaçsu & Jakub Kastl, 2011, "Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada," Staff Working Papers, Bank of Canada, number 11-17, DOI: 10.34989/swp-2011-17.
• Selva Demiralp & Hakan Kara & Pinar Ozlu, 2011, "Monetary Policy Communication Under Inflation Targeting : Do Words Speak Louder Than Actions?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1118.
• Item repec:imf:imfwpa:11/224 is not listed on IDEAS anymore

• Catik, A. Nazif & Karaçuka, Mehmet, 2011, "The bank lending channel in Turkey: Has it changed after the low inflation regime?," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 32.
• H. Cagri Akkoyun & Oguz Atuk & N. Alpay Kocak & M. Utku Ozmen, 2011, "Filtering Short Term Fluctuations in Inflation Analysis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1120.
• Item repec:imf:imfwpa:11/228 is not listed on IDEAS anymore

• Ashima Goyal, 2011, "History of monetary policy in India since independence," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2011-018, Sep.
• Item repec:pri:cepsud:1333 is not listed on IDEAS anymore

Report NEP-CBA-2011-10-15

This is the archive for NEP-CBA, a report on new working papers in the area of Central Banking. Sergey Pekarski issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CBA

The following items were announced in this report: